+2.9%
SPGI vs XOP
+45.9%
-43.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -6.4% | +9.7% | +2.7% |
| 7D | +7.2% | -10.5% | +17.7% | +6.2% |
| 30D | +23.2% | -4.3% | +27.6% | +22.6% |
| 3M | +17.0% | +4.7% | +12.3% | +17.2% |
| 6M | +20.4% | -0.1% | +20.5% | +20.4% |
| YTD | -1.9% | +43.8% | -45.7% | -1.9% |
| 1Y | +2.9% | +45.3% | -42.4% | +2.4% |
| All | +2.9% | +45.9% | -43.0% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded XOP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling